You may select interrupt priority in the component properties, just below the interrupt vector name. Processor Expert offers the following values, which are supported for all microcontrollers:
The selected value is automatically mapped to the priority supported by the target microcontroller. It is indicated in the third column of the Component Inspector view.
You may also select a target-specific numeric value (such as priority 255), if portability of the application to another architecture is not required.
Peripheral Initialization components on some platforms also allow to set the default value that means that you don't have any requirement, so the priority value will be the default after-reset value.